Thu, May 23, 2013
A A A
Welcome Guest
Free Trial RSS
New! Family Office and Investor Database with 11,750 contacts
Industry Updates

HFRU Composite Index up 0.66% in February

Tuesday, March 05, 2013
Opalesque Industry Update - HFR's HFRU Indices revealed that the composite index increased by 0.66% in February, while the Equity Hedge Index rose +1.17% in February with contributions from exposure to European, Asian (Japan & China) and Emerging Markets equities, with additional sector contribution from Statistical Arbitrage, Technology, Health care and small cap exposures.

HFRU Relative Value Index gained +0.62% in February, with gains across Convertible Arbitrage, including both directional credit and volatility exposures, as well as Global Fixed Income, Emerging Markets, Reals Estate and Derivative trading strategies. Gains were partially offset by mixed performance across Commodity and Volatility Arbitrage exposures.

HFRU Event Driven Index gained +0.58% in February, with contributions from European Merger Arbitrage and Distressed exposure, with additional contributions from Asian special situations exposures and basis arbitrage in credit default derivatives.

HFRU Macro Index gained +0.12% in February, with contributions from Currency and Emerging Markets exposure, partially offset by mixed performance by Systematic short-CTA and Active Trading strategies.

Press release

bc

What do you think?

   Use "anonymous" as my name    |   Alert me via email on new comments   |   
Banner
Today's Exclusives Today's Other Voices Banner More Exclusives
Previous Opalesque Exclusives                                  
More Other Voices
Previous Other Voices                                               
Access Alternative Market Briefing
  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. Morgan Creek Capital Management to acquire Signet Capital Management[more]

    Bailey McCann, Opalesque New York: Investment firm Morgan Creek Capital Management has acquired Signet Capital Management a UK-based credit fund of funds with $700M in assets under management. Under the agreement, Signet will contribute its funds and senior investment management team to Morgan Creek

  2. Performance – Chenavari Investment holds off U.S. dominance to crack big league of top hedge fund performers, BlueCrest credit hedge fund makes gains despite European short bias, Sensato Asia-Pacific Fund up 15% YTD, says Japanese stock valuations are no longer attractive, ETF that follows hedge fund gurus is up 52% since inception less than a year ago[more]

    Chenavari Investment holds off U.S. dominance to crack big league of top hedge fund performers From Cityam.com: A boutique London-based hedge fund has smashed into the top three best performing funds in the world this year, breaking the dominance of US hedge fund managers, according to a

  3. Moore Capital founder Louis Bacon to anchor $750m senior loan fund[more]

    From PEhub.com: Billionaire hedge fund manager Louis Bacon is placing a big bet on mid-market lending by backing a new firm that is seeking to raise a $750 million debt fund aiming at the lower end of the middle market, two sources told sister magazine Buyouts. Bacon, the founder of Moore Capi

  4. Opalesque Exclusive: New research examines quantitative trend following as an equity risk hedge[more]

    Bailey McCann, Opalesque New York: New research from Nigol Koulajian founder and CIO, and Paul Czkwianianc, Head of Research at Quest Partners, a New York-based systematic fund, looks at how quantitative trend following could be used

  5. A SQUARE Index returns: The Opalesque A SQUARE Index gained 1.52% in February, bringing the cumulative return for the first two months to 3.76%. The A SQUARE Funds of Funds Index gained only 0.40% last month, resulting in a year-to date return of 1.57%.